+208.9%
W vs INDA
+115.8%
+93.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | -1.7% | +3.1% | -4.7% | -5.1% |
| 30D | +3.2% | +9.1% | -5.9% | -6.6% |
| 3M | +8.3% | +3.2% | +5.1% | +4.3% |
| 6M | +84.3% | +8.5% | +75.8% | +69.8% |
| YTD | +11.0% | -4.6% | +15.7% | +19.6% |
| 1Y | -0.2% | -5.5% | +5.3% | +8.6% |
| 3Y | +157.9% | +16.7% | +141.2% | +123.7% |
| 5Y | -56.8% | +9.0% | -65.8% | -57.7% |
| All | +208.9% | +115.8% | +93.1% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded INDA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling